Ivan Nourdin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Limit theorems for $p$-domain functionals of stationary Gaussian fields Electronic Journal of Probability	2024-10-16	Paper
Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields The Annals of Probability	2024-03-11	Paper
Quantitative CLTs in Deep Neural Networks	2023-07-12	Paper
Limit theorems for additive functionals of the fractional Brownian motion The Annals of Probability	2023-05-31	Paper
Small scale CLTs for the nodal length of monochromatic waves Communications in Mathematical Physics	2023-04-19	Paper
Total variation bound for Hadwiger's functional using Stein's method	2023-04-13	Paper
Asymptotic behavior of large Gaussian correlated Wishart matrices Journal of Theoretical Probability	2022-11-21	Paper
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion Electronic Journal of Probability	2022-10-13	Paper
Multivariate normal approximation on the Wiener space: new bounds in the convex distance Journal of Theoretical Probability	2022-09-29	Paper
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency Electronic Journal of Statistics	2022-05-11	Paper
Non-integrable stable approximation by Stein's method Journal of Theoretical Probability	2022-05-04	Paper
Gaussian fluctuation for Gaussian Wishart matrices of overall correlation Statistics \& Probability Letters	2022-01-24	Paper
Approximation of fractional local times: zero energy and derivatives The Annals of Applied Probability	2021-11-04	Paper
Stein's method for asymmetric $\alpha $-stable distributions, with application to the stable CLT Journal of Theoretical Probability	2021-07-26	Paper
Limit theorems for integral functionals of Hermite-driven processes Bernoulli	2021-07-09	Paper
Concentration of the intrinsic volumes of a convex body Lecture Notes in Mathematics	2020-08-21	Paper
Exchangeable pairs on Wiener chaos	2020-06-21	Paper
Restricted hypercontractivity on the Poisson space Proceedings of the American Mathematical Society	2020-06-11	Paper
Continuous Breuer-Major theorem: tightness and nonstationarity The Annals of Probability	2020-05-29	Paper
Freeness characterizations on free chaos spaces Pacific Journal of Mathematics	2020-05-19	Paper
Small Scale CLTs for the Nodal Length of Monochromatic Waves	2020-05-13	Paper
Local times and sample path properties of the Rosenblatt process	2020-05-08	Paper
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion	2020-05-06	Paper
Sojourn time dimensions of fractional Brownian motion Bernoulli	2020-04-27	Paper
The functional Breuer-Major theorem Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2020-01-31	Paper
Multivariate stable approximation in Wasserstein distance by Stein's method	2019-11-28	Paper
Statistical inference for Vasicek-type model driven by Hermite processes Stochastic Processes and their Applications	2019-09-19	Paper
Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality Electronic Communications in Probability	2019-08-06	Paper
Phase singularities in complex arithmetic random waves Electronic Journal of Probability	2019-08-06	Paper
The Breuer-Major Theorem in total variation: improved rates under minimal regularity	2019-07-09	Paper
Nodal statistics of planar random waves Communications in Mathematical Physics	2019-06-17	Paper
Almost sure limit theorems on Wiener chaos: the non-central case Electronic Communications in Probability	2019-05-16	Paper
Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization	2019-04-24	Paper
Berry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality	2018-12-20	Paper
Weak symmetric integrals with respect to the fractional Brownian motion The Annals of Probability	2018-08-16	Paper
A Stein deficit for the logarithmic Sobolev inequality Science China. Mathematics	2018-02-21	Paper
Fourth moments and products: unified estimates	2017-09-27	Paper
Gaussian phase transitions and conic intrinsic volumes: steining the Steiner formula The Annals of Applied Probability	2017-05-03	Paper
Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle ESAIM: Probability and Statistics	2017-01-12	Paper
Convergence in Law Implies Convergence in Total Variation for Polynomials in Independent Gaussian, Gamma or Beta Random Variables High Dimensional Probability VII	2017-01-11	Paper
Multivariate Gaussian approximations on Markov chaoses Electronic Communications in Probability	2016-08-22	Paper
Cross-variation of Young integral with respect to long-memory fractional Brownian motions	2016-07-22	Paper
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation Statistical Inference for Stochastic Processes	2016-06-29	Paper
Fisher information and the fourth moment theorem Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2016-06-27	Paper
Classical and free fourth moment theorems: universality and thresholds Journal of Theoretical Probability	2016-06-27	Paper
Quantitative stable limit theorems on the Wiener space The Annals of Probability	2016-04-21	Paper
Strong asymptotic independence on Wiener chaos Proceedings of the American Mathematical Society	2016-03-02	Paper
Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients	2015-12-17	Paper
Squared chaotic random variables: new moment inequalities with applications Journal of Functional Analysis	2015-12-07	Paper
Multidimensional limit theorems for homogeneous sums: a general transfer principle	2015-06-25	Paper
Two properties of vectors of quadratic forms in Gaussian random variables Theory of Probability & Its Applications	2015-06-15	Paper
An invariance principle under the total variation distance Stochastic Processes and their Applications	2015-04-28	Paper
The optimal fourth moment theorem Proceedings of the American Mathematical Society	2015-04-22	Paper
Stein's method, logarithmic Sobolev and transport inequalities Geometric and Functional Analysis. GAFA	2015-04-02	Paper
An Itô type formula for the fractional Brownian motion in Brownian time Electronic Journal of Probability	2015-02-03	Paper
Central and non-central limit theorems in a free probability setting Journal of Theoretical Probability	2014-09-26	Paper
Erratum: ``Convergence in law in the second Wiener/Wigner chaos Electronic Communications in Probability	2014-09-22	Paper
Entropy and the fourth moment phenomenon Journal of Functional Analysis	2014-07-25	Paper
Invariance principles for homogeneous sums of free random variables Bernoulli	2014-05-05	Paper
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws The Annals of Probability	2014-04-25	Paper
Comparison inequalities on Wiener space Stochastic Processes and their Applications	2014-02-26	Paper
Multi-dimensional Semicircular Limits on the Free Wigner Chaos Seminar on Stochastic Analysis, Random Fields and Applications VII	2014-02-19	Paper
Absolute continuity and convergence of densities for random vectors on Wiener chaos Electronic Journal of Probability	2014-01-17	Paper
Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-04	Paper
Convergence of Wigner integrals to the tetilla law ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-04	Paper
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-03	Paper
Lectures on Gaussian Approximations with Malliavin Calculus Lecture Notes in Mathematics	2013-11-28	Paper
Poisson approximations on the free Wigner chaos The Annals of Probability	2013-08-22	Paper
Parameter estimation for $\alpha$-fractional bridges Springer Proceedings in Mathematics & Statistics	2013-07-30	Paper
Fourth moment theorem and $q$-Brownian chaos Communications in Mathematical Physics	2013-07-26	Paper
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion Electronic Journal of Statistics	2013-05-27	Paper
Entropy and the fourth moment phenomenon	2013-04-04	Paper
Convergence in total variation on Wiener chaos Stochastic Processes and their Applications	2013-01-24	Paper
Convergence in law in the second Wiener/Wigner chaos Electronic Communications in Probability	2012-10-23	Paper
Selected aspects of fractional Brownian motion. Bocconi \& Springer Series	2012-10-05	Paper
Wigner chaos and the fourth moment The Annals of Probability	2012-08-17	Paper
Yet another proof of the Nualart-Peccati criterion Electronic Communications in Probability	2012-06-22	Paper
Normal approximations with Malliavin calculus. From Stein's method to universality Cambridge Tracts in Mathematics	2012-06-15	Paper
The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 Electronic Journal of Probability	2011-09-09	Paper
Stein's method and stochastic analysis of Rademacher functionals Electronic Journal of Probability	2011-09-09	Paper
Quantitative Breuer-Major theorems Stochastic Processes and their Applications	2011-06-15	Paper
On the Gaussian approximation of vector-valued multiple integrals Journal of Multivariate Analysis	2011-05-23	Paper
Central and non-central limit theorems for weighted power variations of fractional Brownian motion Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2011-03-10	Paper
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis Bernoulli	2011-02-28	Paper
Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos The Annals of Probability	2010-09-29	Paper
Stein's method meets Malliavin calculus: a short survey with new estimates	2010-09-02	Paper
Almost sure central limit theorems on the Wiener space Stochastic Processes and their Applications	2010-08-18	Paper
Milstein's type schemes for fractional SDEs Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2010-07-21	Paper
Multivariate normal approximation using Stein's method and Malliavin calculus Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2010-06-07	Paper
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case $H=1/4$ The Annals of Probability	2010-05-17	Paper
Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields The Annals of Probability	2010-05-17	Paper
Cumulants on the Wiener space Journal of Functional Analysis	2010-05-17	Paper
Central limit theorems for multiple Skorokhod integrals Journal of Theoretical Probability	2010-04-23	Paper
Weak approximation of a fractional SDE Stochastic Processes and their Applications	2010-01-15	Paper
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion Electronic Communications in Probability	2009-11-20	Paper
Weighted power variations of iterated Brownian motion Electronic Journal of Probability	2009-11-20	Paper
Density formula and concentration inequalities with Malliavin calculus Electronic Journal of Probability	2009-11-20	Paper
Delay equations driven by rough paths Electronic Journal of Probability	2009-11-20	Paper
Stein's method on Wiener chaos Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2009-09-02	Paper
Trees and asymptotic expansions for fractional stochastic differential equations Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2009-08-24	Paper
Noncentral convergence of multiple integrals The Annals of Probability	2009-08-21	Paper
Universal Gaussian fluctuations of non-Hermitian matrix ensembles	2009-08-04	Paper
Second order Poincaré inequalities and CLTs on Wiener space Journal of Functional Analysis	2009-07-10	Paper
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 Journal of Functional Analysis	2009-05-12	Paper
A multiple stochastic integral criterion for almost sure limit theorems	2009-04-14	Paper
Differentiating σ-fields for Gaussian and shifted Gaussian processes Stochastics	2009-03-03	Paper
Asymptotic expansions at any time for scalar fractional SDEs with Hurst index $H>1/2$ Bernoulli	2009-03-02	Paper
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion The Annals of Probability	2009-01-27	Paper
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one	2008-09-25	Paper
OPTIMAL CONTROL FOR ROUGH DIFFERENTIAL EQUATIONS Stochastics and Dynamics	2008-08-26	Paper
Density estimates and concentration inequalities with Malliavin calculus	2008-08-14	Paper
Stochastic volatility: approximation and goodness-of-fit test	2008-04-03	Paper
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion Journal of Theoretical Probability	2008-02-18	Paper
Correcting Newton-Côtes integrals by Lévy areas Bernoulli	2008-02-06	Paper
Dynamical properties and characterization of gradient drift diffusions Electronic Communications in Probability	2007-11-19	Paper
Stochastic derivatives for fractional diffusions The Annals of Probability	2007-10-17	Paper
Trees and asymptotic developments for fractional stochastic differential equations	2006-11-10	Paper
Some linear fractional stochastic equations Stochastics	2006-09-04	Paper
On the absolute continuity of Lévy processes with drift The Annals of Probability	2006-08-03	Paper
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion Statistics \& Probability Letters	2006-06-16	Paper
Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case Journal of Functional Analysis	2005-11-22	Paper
$m$-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2005-08-05	Paper
Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. Comptes Rendus. Mathématique. Académie des Sciences, Paris	2005-06-13	Paper
Approximation at first and second order of {$m$}-order integrals of the fractional {B}rownian motion and of certain semimartingales Electronic Journal of Probability	2005-03-08	Paper
Limit theorems for $p$-domain functionals of stationary Gaussian fields	N/A	Paper

Research outcomes over time

This page was built for person: Ivan Nourdin

Publication	Date of Publication	Type
Limit theorems for \(p\)-domain functionals of stationary Gaussian fields Electronic Journal of Probability	2024-10-16	Paper
Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields The Annals of Probability	2024-03-11	Paper
Quantitative CLTs in Deep Neural Networks	2023-07-12	Paper
Limit theorems for additive functionals of the fractional Brownian motion The Annals of Probability	2023-05-31	Paper
Small scale CLTs for the nodal length of monochromatic waves Communications in Mathematical Physics	2023-04-19	Paper
Total variation bound for Hadwiger's functional using Stein's method	2023-04-13	Paper
Asymptotic behavior of large Gaussian correlated Wishart matrices Journal of Theoretical Probability	2022-11-21	Paper
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion Electronic Journal of Probability	2022-10-13	Paper
Multivariate normal approximation on the Wiener space: new bounds in the convex distance Journal of Theoretical Probability	2022-09-29	Paper
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency Electronic Journal of Statistics	2022-05-11	Paper
Non-integrable stable approximation by Stein's method Journal of Theoretical Probability	2022-05-04	Paper
Gaussian fluctuation for Gaussian Wishart matrices of overall correlation Statistics \& Probability Letters	2022-01-24	Paper
Approximation of fractional local times: zero energy and derivatives The Annals of Applied Probability	2021-11-04	Paper
Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT Journal of Theoretical Probability	2021-07-26	Paper
Limit theorems for integral functionals of Hermite-driven processes Bernoulli	2021-07-09	Paper
Concentration of the intrinsic volumes of a convex body Lecture Notes in Mathematics	2020-08-21	Paper
Exchangeable pairs on Wiener chaos	2020-06-21	Paper
Restricted hypercontractivity on the Poisson space Proceedings of the American Mathematical Society	2020-06-11	Paper
Continuous Breuer-Major theorem: tightness and nonstationarity The Annals of Probability	2020-05-29	Paper
Freeness characterizations on free chaos spaces Pacific Journal of Mathematics	2020-05-19	Paper
Small Scale CLTs for the Nodal Length of Monochromatic Waves	2020-05-13	Paper
Local times and sample path properties of the Rosenblatt process	2020-05-08	Paper
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion	2020-05-06	Paper
Sojourn time dimensions of fractional Brownian motion Bernoulli	2020-04-27	Paper
The functional Breuer-Major theorem Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2020-01-31	Paper
Multivariate stable approximation in Wasserstein distance by Stein's method	2019-11-28	Paper
Statistical inference for Vasicek-type model driven by Hermite processes Stochastic Processes and their Applications	2019-09-19	Paper
Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality Electronic Communications in Probability	2019-08-06	Paper
Phase singularities in complex arithmetic random waves Electronic Journal of Probability	2019-08-06	Paper
The Breuer-Major Theorem in total variation: improved rates under minimal regularity	2019-07-09	Paper
Nodal statistics of planar random waves Communications in Mathematical Physics	2019-06-17	Paper
Almost sure limit theorems on Wiener chaos: the non-central case Electronic Communications in Probability	2019-05-16	Paper
Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization	2019-04-24	Paper
Berry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality	2018-12-20	Paper
Weak symmetric integrals with respect to the fractional Brownian motion The Annals of Probability	2018-08-16	Paper
A Stein deficit for the logarithmic Sobolev inequality Science China. Mathematics	2018-02-21	Paper
Fourth moments and products: unified estimates	2017-09-27	Paper
Gaussian phase transitions and conic intrinsic volumes: steining the Steiner formula The Annals of Applied Probability	2017-05-03	Paper
Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle ESAIM: Probability and Statistics	2017-01-12	Paper
Convergence in Law Implies Convergence in Total Variation for Polynomials in Independent Gaussian, Gamma or Beta Random Variables High Dimensional Probability VII	2017-01-11	Paper
Multivariate Gaussian approximations on Markov chaoses Electronic Communications in Probability	2016-08-22	Paper
Cross-variation of Young integral with respect to long-memory fractional Brownian motions	2016-07-22	Paper
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation Statistical Inference for Stochastic Processes	2016-06-29	Paper
Fisher information and the fourth moment theorem Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2016-06-27	Paper
Classical and free fourth moment theorems: universality and thresholds Journal of Theoretical Probability	2016-06-27	Paper
Quantitative stable limit theorems on the Wiener space The Annals of Probability	2016-04-21	Paper
Strong asymptotic independence on Wiener chaos Proceedings of the American Mathematical Society	2016-03-02	Paper
Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients	2015-12-17	Paper
Squared chaotic random variables: new moment inequalities with applications Journal of Functional Analysis	2015-12-07	Paper
Multidimensional limit theorems for homogeneous sums: a general transfer principle	2015-06-25	Paper
Two properties of vectors of quadratic forms in Gaussian random variables Theory of Probability & Its Applications	2015-06-15	Paper
An invariance principle under the total variation distance Stochastic Processes and their Applications	2015-04-28	Paper
The optimal fourth moment theorem Proceedings of the American Mathematical Society	2015-04-22	Paper
Stein's method, logarithmic Sobolev and transport inequalities Geometric and Functional Analysis. GAFA	2015-04-02	Paper
An Itô type formula for the fractional Brownian motion in Brownian time Electronic Journal of Probability	2015-02-03	Paper
Central and non-central limit theorems in a free probability setting Journal of Theoretical Probability	2014-09-26	Paper
Erratum: ``Convergence in law in the second Wiener/Wigner chaos Electronic Communications in Probability	2014-09-22	Paper
Entropy and the fourth moment phenomenon Journal of Functional Analysis	2014-07-25	Paper
Invariance principles for homogeneous sums of free random variables Bernoulli	2014-05-05	Paper
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws The Annals of Probability	2014-04-25	Paper
Comparison inequalities on Wiener space Stochastic Processes and their Applications	2014-02-26	Paper
Multi-dimensional Semicircular Limits on the Free Wigner Chaos Seminar on Stochastic Analysis, Random Fields and Applications VII	2014-02-19	Paper
Absolute continuity and convergence of densities for random vectors on Wiener chaos Electronic Journal of Probability	2014-01-17	Paper
Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-04	Paper
Convergence of Wigner integrals to the tetilla law ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-04	Paper
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs ALEA. Latin American Journal of Probability and Mathematical Statistics	2013-12-03	Paper
Lectures on Gaussian Approximations with Malliavin Calculus Lecture Notes in Mathematics	2013-11-28	Paper
Poisson approximations on the free Wigner chaos The Annals of Probability	2013-08-22	Paper
Parameter estimation for \(\alpha\)-fractional bridges Springer Proceedings in Mathematics & Statistics	2013-07-30	Paper
Fourth moment theorem and \(q\)-Brownian chaos Communications in Mathematical Physics	2013-07-26	Paper
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion Electronic Journal of Statistics	2013-05-27	Paper
Entropy and the fourth moment phenomenon	2013-04-04	Paper
Convergence in total variation on Wiener chaos Stochastic Processes and their Applications	2013-01-24	Paper
Convergence in law in the second Wiener/Wigner chaos Electronic Communications in Probability	2012-10-23	Paper
Selected aspects of fractional Brownian motion. Bocconi \& Springer Series	2012-10-05	Paper
Wigner chaos and the fourth moment The Annals of Probability	2012-08-17	Paper
Yet another proof of the Nualart-Peccati criterion Electronic Communications in Probability	2012-06-22	Paper
Normal approximations with Malliavin calculus. From Stein's method to universality Cambridge Tracts in Mathematics	2012-06-15	Paper
The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6 Electronic Journal of Probability	2011-09-09	Paper
Stein's method and stochastic analysis of Rademacher functionals Electronic Journal of Probability	2011-09-09	Paper
Quantitative Breuer-Major theorems Stochastic Processes and their Applications	2011-06-15	Paper
On the Gaussian approximation of vector-valued multiple integrals Journal of Multivariate Analysis	2011-05-23	Paper
Central and non-central limit theorems for weighted power variations of fractional Brownian motion Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2011-03-10	Paper
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis Bernoulli	2011-02-28	Paper
Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos The Annals of Probability	2010-09-29	Paper
Stein's method meets Malliavin calculus: a short survey with new estimates	2010-09-02	Paper
Almost sure central limit theorems on the Wiener space Stochastic Processes and their Applications	2010-08-18	Paper
Milstein's type schemes for fractional SDEs Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2010-07-21	Paper
Multivariate normal approximation using Stein's method and Malliavin calculus Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2010-06-07	Paper
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) The Annals of Probability	2010-05-17	Paper
Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields The Annals of Probability	2010-05-17	Paper
Cumulants on the Wiener space Journal of Functional Analysis	2010-05-17	Paper
Central limit theorems for multiple Skorokhod integrals Journal of Theoretical Probability	2010-04-23	Paper
Weak approximation of a fractional SDE Stochastic Processes and their Applications	2010-01-15	Paper
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion Electronic Communications in Probability	2009-11-20	Paper
Weighted power variations of iterated Brownian motion Electronic Journal of Probability	2009-11-20	Paper
Density formula and concentration inequalities with Malliavin calculus Electronic Journal of Probability	2009-11-20	Paper
Delay equations driven by rough paths Electronic Journal of Probability	2009-11-20	Paper
Stein's method on Wiener chaos Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2009-09-02	Paper
Trees and asymptotic expansions for fractional stochastic differential equations Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2009-08-24	Paper
Noncentral convergence of multiple integrals The Annals of Probability	2009-08-21	Paper
Universal Gaussian fluctuations of non-Hermitian matrix ensembles	2009-08-04	Paper
Second order Poincaré inequalities and CLTs on Wiener space Journal of Functional Analysis	2009-07-10	Paper
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 Journal of Functional Analysis	2009-05-12	Paper
A multiple stochastic integral criterion for almost sure limit theorems	2009-04-14	Paper
Differentiating σ-fields for Gaussian and shifted Gaussian processes Stochastics	2009-03-03	Paper
Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\) Bernoulli	2009-03-02	Paper
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion The Annals of Probability	2009-01-27	Paper
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one	2008-09-25	Paper
OPTIMAL CONTROL FOR ROUGH DIFFERENTIAL EQUATIONS Stochastics and Dynamics	2008-08-26	Paper
Density estimates and concentration inequalities with Malliavin calculus	2008-08-14	Paper
Stochastic volatility: approximation and goodness-of-fit test	2008-04-03	Paper
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion Journal of Theoretical Probability	2008-02-18	Paper
Correcting Newton-Côtes integrals by Lévy areas Bernoulli	2008-02-06	Paper
Dynamical properties and characterization of gradient drift diffusions Electronic Communications in Probability	2007-11-19	Paper
Stochastic derivatives for fractional diffusions The Annals of Probability	2007-10-17	Paper
Trees and asymptotic developments for fractional stochastic differential equations	2006-11-10	Paper
Some linear fractional stochastic equations Stochastics	2006-09-04	Paper
On the absolute continuity of Lévy processes with drift The Annals of Probability	2006-08-03	Paper
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion Statistics \& Probability Letters	2006-06-16	Paper
Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case Journal of Functional Analysis	2005-11-22	Paper
\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2005-08-05	Paper
Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. Comptes Rendus. Mathématique. Académie des Sciences, Paris	2005-06-13	Paper
Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales Electronic Journal of Probability	2005-03-08	Paper
Limit theorems for $p$-domain functionals of stationary Gaussian fields	N/A	Paper